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Thermodynamic uncertainty relations reveal a fundamental trade-off between the precision of a trajectory observable and entropy production, where the uncertainty of the observable is quantified by its variance. In information theory,…

Statistical Mechanics · Physics 2025-11-25 Yoshihiko Hasegawa , Tomohiro Nishiyama

The Shannon entropy is a fundamental measure for quantifying diversity and model complexity in fields such as information theory, ecology, and genetics. However, many existing studies assume that the number of species is known, an…

Methodology · Statistics 2026-02-23 Takato Hashino , Koji Tsukuda

Complexity measures are introduced, that quantify the change of the natural entropy fluctuations at different length scales in time-series emitted from systems operating far from equilibrium. They identify impending sudden cardiac death…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , M. S. Lazaridou

We introduce unbiased estimators for the Shannon entropy and the class number, in the situation that we are able to take sequences of independent samples of arbitrary length.

Statistics Theory · Mathematics 2014-10-21 Stephen Montgomery-Smith , T. Schürmann

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize…

Chaotic Dynamics · Physics 2009-11-07 G. Boffetta , M. Cencini , M. Falcioni , A. Vulpiani

We show how the Shannon entropy function can be used as a basis to set up complexity measures weighting the economic efficiency of countries and the specialization of products beyond bare diversification. This entropy function guarantees…

Physics and Society · Physics 2021-06-04 Gianluca Teza , Michele Caraglio , Attilio L. Stella

Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…

Information Theory · Computer Science 2017-01-04 Günther Koliander , Georg Pichler , Erwin Riegler , Franz Hlawatsch

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

Finding the entropy rate of Hidden Markov Processes is an active research topic, of both theoretical and practical importance. A recently used approach is studying the asymptotic behavior of the entropy rate in various regimes. In this…

Information Theory · Computer Science 2016-11-17 Or Zuk , Eytan Domany , Ido Kanter , Michael Aizenman

We consider the uncertainty between two pairs of local projective measurements performed on a multipartite system. We show that the optimal bound in any linear uncertainty relation, formulated in terms of the Shannon entropy, is additive.…

Quantum Physics · Physics 2018-03-28 Rene Schwonnek

Extropy, a complementary dual of entropy, (proposed by Lad et al. \cite{lad2015extropy} in 2015) has attracted considerable interest from the research community. In this study, we focus on discrete random variables and define conditional…

Information Theory · Computer Science 2025-07-16 Naveen Kumar , Vivek Vijay

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…

Statistical Finance · Quantitative Finance 2018-08-01 Linda Ponta , Anna Carbone

We present a new class of estimators of Shannon entropy for severely undersampled discrete distributions. It is based on a generalization of an estimator proposed by T. Schuermann, which itself is a generalization of an estimator proposed…

Information Theory · Computer Science 2021-11-30 Peter Grassberger

In this paper, I expand Shannon's definition of entropy into a new form of entropy that allows integration of information from different random events. Shannon's notion of entropy is a special case of my more general definition of entropy.…

Machine Learning · Computer Science 2008-11-04 Stefan Jaeger

To overcome the drawbacks of Shannon's entropy, the concept of cumulative residual and past entropy has been proposed in the information theoretic literature. Furthermore, the Shannon entropy has been generalized in a number of different…

Information Theory · Computer Science 2021-03-23 Chanchal Kundu , Antonio Di Crescenzo , Maria Longobardi

Permutation Entropy, introduced by Bandt and Pompe, is a widely used complexity measure for real-valued time series that is based on the relative order of values within consecutive segments of fixed length. After standardizing each segment…

Machine Learning · Computer Science 2025-08-28 Abhijeet Avhale , Joscha Diehl , Niraj Velankar , Emanuele Verri

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the…

Chaotic Dynamics · Physics 2009-11-10 Milan Rajkovic

Shannon entropy was defined for probability distributions and then its using was expanded to measure the uncertainty of knowledge for systems with complete information. In this article, it is proposed to extend the using of Shannon entropy…

Information Theory · Computer Science 2017-09-15 Vasile Patrascu